Pretty cool system. Your start date is this February, 2/5/2007. Using Yahoo daily data on these sysmbols: anst, btj, falc, hlth and lhcg this shows a great APR: 62.89 %. More impressive, it is DnD only, testament to what can be done with that facility. Nice work.

Thanks for the kind words, but I must confess that I created the system using DnD exclusively because I'm not a C# programmer.

Indeed, the ability to create a full-fledged trading system using DnD only is one of RE's greatest strengths.

My next goal is to run the simulation against 5-minute historical data, but I don't have a good source for such data. Obviously, I can't use Yahoo! historical data, but I'm having trouble using 5-minute IB data (which is the subject of another post).

Thanks for the kind words, but I must confess that I created the system using DnD exclusively because I'm not a C# programmer.

Do you have a working knowledge of any programming language? If you run into a situation where the DnD doesn't seem to cut it, post the idea here. Particularly if it is not too complex, and especially if you can phrase it in 'pseudo-code', I'll bet you somebody on the list will step up and take a crack at it. Most interestingly, once you have the basic coding in front of you it is relatively self-evident how to tinker with it.

I was deep into VB programming at one time, but I let it slide into near oblivion.

In any case, isn't one of the eventual goals of the DnD indicatorsto provide as robust a solution as C#?

That would definitely be one of the main selling points to the general public.

It is not our goal to have everything that is possible with C# be possible with the DnD system designer. This is not a realistic goal, because there is really no limit to what you can do with C#. There's nothing stopping you from writing a C# system that uses an adaptive algorithm combined with a neural network and genetic optimization or something.

Most people probably aren't interested in writing something like that, however. So we hope to offer a DnD solution that allows a majority of the trading systems that people want to implement, and that can be extended with custom plugins. We do think that this will be a major selling point.